First heard David Byrne & Anna Calvi's version on KCRW, found out it is a cover of Keren Ann. And not of Marianne Faithfull's "Strange Weather", which is beautiful too...
David Byrne & Anna Calvi:
https://www.youtube.com/watch?v=ylBZmqY0Oag
Marianne Faithfull:
http://grooveshark.com/s/Strange+Weather+Live/3jrLql?src=5
Keren Ann:
http://grooveshark.com/s/Strange+Weather/4MC1o4?src=5
